+384.5%
DXCM vs RL
+337.1%
+47.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.7% |
| 7D | +4.9% | +2.6% | +2.3% | +4.1% |
| 30D | -0.2% | +2.9% | -3.1% | -0.9% |
| 3M | -8.9% | 0.0% | -8.9% | -9.0% |
| 6M | +42.3% | +17.1% | +25.2% | +35.1% |
| YTD | +25.6% | +10.1% | +15.4% | +20.8% |
| 1Y | +39.5% | +17.3% | +22.2% | +31.8% |
| 3Y | -15.3% | +249.3% | -264.6% | -42.4% |
| 5Y | -48.4% | +240.9% | -289.4% | -65.6% |
| All | +384.5% | +337.1% | +47.5% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling